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Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de; Resnick, Sidney I. - 1991
Persistent link: https://www.econbiz.de/10000842077
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The effects of misspecification in estimating the percentiles of some two-and three-parameter distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1989
Persistent link: https://www.econbiz.de/10000847875
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Diagnostic checking of estimation with a student-t error density
De Ceuster, Marc J.; Trappers, Dirk - 1992
Persistent link: https://www.econbiz.de/10000848108
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A laplace approximation to the moments of a ratio of quadratic forms in normal variables
Lieberman, Offer - 1992
Persistent link: https://www.econbiz.de/10000850501
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Pricing multivariate contingent claims using estimated risk-neutral density functions
Rosenberg, Joshua V. - 1998
Persistent link: https://www.econbiz.de/10000982924
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Estimating the percentiles of some misspecified non-nested distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1992
Persistent link: https://www.econbiz.de/10000840204
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Autoregressive conditional density estimation
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000840704
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Option-implied probability distributions and currency excess returns
Malz, Allan Martin - 1997
Persistent link: https://www.econbiz.de/10000975267
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Differences in earnings and wage distributions between Canada and the United States : an application of a semi-parametric estimator of distribution functions with covariates
Donald, Stephen G.; Green, David A.; Paarsch, Harry J. - 1995
Persistent link: https://www.econbiz.de/10000922765
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From correlation to distributed contiguities : a family of AR-C-D autocorrelation processes
Blum, Ulrich; Bolduc, Denis; Gaudry, Marc J. I. - 1995
Persistent link: https://www.econbiz.de/10000923154